The RATS Software Forum

Thank You very much!

Dear Tom, I couldn't compute the partial sums of series for each unit in the panel data set. When I run the accumulate instruction, the prog accumulates partial sums for the entire series but not for each cross-section unit. How can I fix it. Please help! Pleae find the prog attached. I will appreci...

Dear Tom,
Could you provide above mentioned Robinson(1994) LM test with autocorrelated Bloomfield errors (q=1, q=2, q=3, etc)...
I appreciate your responce.
Thank you in advance

Great!
Thank You very much.

Dear Tom, I set up a fourier program that chooses fractional (not integer) value of k from the interval 0.1<k<2.0 where I select k=0.1 as increments of the selected frecuencies. I just want to be sure that I set up the program correctly. if there is anything wrong, please can you correct my mistakes...

Dear Tom Doan, When I run the tvar_irf.prf code, I got the following error. ## SX22. Expected Type EQUATION or FRML[REAL], Got VECTOR[FRML[REAL]] Instead >>>>group tvar tvarf <<<< I couldn't solve this problem. I'm hoping you could give me some suggestion how to fix it. Thank you in advance!

Dear Tom Doan, I’m trying to replicate Leybourne, Newbold and Vougas’s (1996) smooth transition unit root test (The LNV test) in RATS. According to the test result, there are important differences between the critical values of my test and the critical values of the original paper. I’d like to know ...

But I described the behavior of z under the null in the code as below: * linreg(define=dzeq,noprint) dz # constant dz{1 to 9} set u = %resids compute bstart=%regstart(),bend=%regend() * Then using bootstrap, the z sample is obtained under the null and then nonlinear deterministic component (which is...

Dear Tom Doan, When I changed the code and run the program, I got the following message: * calendar(q) 1987:01 allocate 2015:04 open data cad.rat data(format=rat,org=columns) / cad * set y = cad * graph # y * table Series Obs Mean Std Error Minimum Maximum CAD 116 -2.5887029528 3.2252496038 -9.82925...

Dear Tom Doan, I have a question about how to choose k from the real values. I have a rpf in which the code is written as follows: dec vector[series] mean(26) com lmax = 36 set trend = t dec vector[integer] reglist compute reglist = || constant| trend || dec vector[series] sine(10) dsine(10) dec vec...

Dear Tom, I estimated a TVTP-MS model with non-switching variance by using @MSregression option: * @MSRegression(switch=c,nfix=4,states=2) gip # oilrd{1 to 2} gip{1 to 2} constant * compute gstart=1986:2,gend=2014:9 @MSRegInitial gstart gend * @MSFilterSetup(em) * nonlin(parmset=common) betas gammas...

Dear Tom Doan, I just meant to make the oil_net variable to be independent of the unobserved state, but I understand that I'm wrong. Calculation of conditional means also wrong. Conditional means are estimated by using MSVARsetup. And the problem is sourced from the oil_net data, isn't it. Dear Tom,...

Dear Tom, When I estimated the model with the MSRegression option (which is shown below) , I got the following absurd result: * @MSRegression(switch=c,nfix=2,states=2) gip # constant gip{1 2} oil_net{1 2} * nonlin(parmset=regparms) betas gammas sigsq nonlin(parmset=msparms) p * MAXIMIZE - Estimation...

Dear Tom, When I run the Filardo (1994) code with my data, I got the following message: * equation p1eq * # constant oil_net{1} equation p2eq * # constant oil_net{1} * compute v1=log(.5/.3)~~0.0 compute v2=log(.95/.05)~~0.0 compute mu(1)=-0.05,mu(2)=.006 @MSVARTVPEMEstimate(cvcrit=.0001) gstart gend...